+1,340.7%
URI vs VFC
-46.8%
+1,387.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | -9.8% | +11.2% | -21.0% | -13.5% |
| 30D | +1.7% | +41.5% | -39.8% | -11.2% |
| 3M | -9.1% | +38.9% | -48.0% | -20.2% |
| 6M | +9.9% | +6.1% | +3.7% | +5.1% |
| YTD | +31.2% | +14.5% | +16.7% | +19.6% |
| 1Y | +25.9% | +46.0% | -20.0% | +3.6% |
| 3Y | +147.4% | +36.4% | +111.0% | +69.2% |
| 5Y | +179.7% | -67.5% | +247.3% | +341.7% |
| All | +1,340.7% | -46.8% | +1,387.5% | +1,800.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VFC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling